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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for April Platinum(NYMEX) as of Jun 08, 2020
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   36 36 36 38 42 43 45 45 45 45 45
Closed Higher   18 13 19 18 18 22 23 20 30 27 16
Exceeded High   13 13 13 12 16 17 19 19 27 20 13
Scenario Percentage   72% 100% 68% 67% 89% 77% 83% 95% 90% 74% 81%
Avg Max Increase   6.61% 10.38% 10.00% 12.84% 8.89% 8.41% 14.28% 15.66% 9.43% 11.02% 11.67%
Max Increase   18.91% 44.15% 45.59% 42.20% 34.53% 14.05% 78.46% 45.18% 32.89% 72.01% 61.16%
Avg Days To Max Increase   15 16 14 11 15 18 19 16 15 15 17
Avg Max Decline   -2.20% -1.83% -2.01% -0.45% -1.23% -2.20% -3.65% -2.82% -2.26% -2.49% -1.57%
Max Decline   -7.97% -7.77% -6.49% -2.57% -3.81% -9.88% -11.07% -9.16% -8.76% -9.84% -6.36%
Avg Days to Max Decline   6 7 9 3 4 6 13 12 5 6 3
2020 Contract Condition     Yes Yes Yes   Yes   Yes      
Action     Yes Yes Yes   Yes   Yes      
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   36 36 36 38 42 43 45 45 45 45 45
Closed Lower   18 23 17 20 24 21 22 25 15 18 29
Penetrated Low   14 15 14 11 20 16 16 12 10 12 13
Scenario Percentage   78% 65% 82% 55% 83% 76% 73% 48% 67% 67% 45%
Avg Max Decline   7.83% 7.11% 7.75% 10.63% 8.77% 7.15% 9.38% 9.08% 10.82% 9.26% 3.80%
Max Decline   19.41% 14.87% 12.45% 20.32% 26.64% 17.72% 32.80% 25.33% 41.57% 35.01% 10.16%
Avg Days To Max Decline   18 14 20 20 17 14 20 16 11 15 12
Avg Max Increase   -2.38% -1.13% -2.89% -2.27% -3.58% -2.92% -2.41% -1.93% -2.94% -1.57% -1.20%
Max Increase   -6.06% -5.03% -12.61% -9.49% -12.67% -5.52% -7.84% -6.68% -11.78% -8.00% -3.33%
Avg Days to Max Increase   10 9 11 12 12 10 7 9 7 6 5
2020 Contract Condition   Yes       Yes   Yes   Yes Yes Yes
Action   No       Yes   No   Yes Yes Not Yet
High 930.3 903.9 851.0 895.3 952.8 1009.3 949.1 964.0 990.7 1046.7 1021.0 916.1
Low 868.0 804.7 806.9 818.9 846.0 886.4 882.0 874.0 892.5 952.5 846.2 562.0
Close/Last 907.5 809.9 851.0 887.9 941.5 895.1 939.5 906.0 977.8 961.9 864.7 724.4

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Newsflash

Think again! Fed cuts and MRCI seasonal trends could unlock profits in Treasuries. Challenge yourself to explore the TLT ETF and futures. https://www.barchart.com/story/news/33123477/lower-interest-rates-in-the-3rd-quarter-opportunities-for-traders-and-consumers

Historical research from Moore Research Center, Inc. (MRCI) highlights a seasonal tendency for Treasury prices to rise and yields to fall in July. This pattern holds across the 5-year, 15-year, and 30-year seasonal patterns, implying that the fundamentals during this period have been relatively consistent, driven by market dynamics and investor behavior. July often sees reduced trading volumes due to summer slowdowns, which can amplify price movements in bonds. Investors may rebalance their portfolios in the third quarter, as the end of September marks the Federal government's year-end, which is expected to increase demand for Treasuries.

This seasonal trend offers traders a potential edge. For instance, MRCI data shows the 10-year Treasury note often rallies in July, with prices rising as yields dip. This could be a short-term opportunity for those positioned in Treasury futures or ETFs. However, seasonality is not a guarantee; traders must combine it with other analyses, such as technical indicators or macroeconomic trends, to make informed decisions.